Modern GNSS receivers have been widely used in many occasions. In complex environment like urban street or dense forest, the signal of satellites will be attenuated significantly and may lead to a loss of lock of tracking loop. Usually, GNSS receivers track weak signals by increasing the coherent integration time. However, the increase of integration time also adds to the uncertainty of carrier phase and frequency, therefore the tracking loop must make a trade-off between sensitivity and dynamics. In this paper, an asynchronous Kalman tracking loop architecture is proposed, which improves the dynamic performance in a weak signal condition by applying multiple feedback on NCO frequency. The tracking results are obtained and compared by several simulation experiments. For parameters design and performance analysis of Kalman filter, the discrete-update model is applied for more accurate results, and methods including noise bandwidth analysis and P matrix analysis are presented respectively.